Journal "Investment Management and Financial Innovations", #1/2005

Available files

Some papers of the issue are freely available. Please check contents below for hyperlinks pointing to appropriate files. All other issues will be available only for subscribers, see more information about subscribing and single issue purchasing conditions.

#1/2005. English language version is available in PDF format. Please use Adobe Acrobat Reader versions 5.0/6.0 to view and print this file.

Contents of issue

B.F. Hunt
Growth Optimal Investment Strategy Efficacy: An application on long run Australian equity data

Xie Xiaoqing
Investment in Physical Capital, Investment in Health and Economic Growth in China

Jan Annaert, Marc De Ceuster, Allan Hodgson
Excluding Sum Stable Distributions as an Explanation of Second Moment Condition Failure - The Australian Evidence

Timo Busch
Value-at-Risk of Resource Scarcity - The Example of Oil

Robert M. Hull, Robert Kerchner, Sungkyu Kwak, Rosemary Walker
Underpricing, Tie-Ins, and the IPO Bubble: Some Empirical Evidence

Luis Garcia-Feijóo, John S. Howe, Randy D. Jorgensen
Liquidity Costs and the Information Content of Calls of Warrants: Intra-Industry Evidence

Michael Grebeck, Svetlozar Rachev
Stochastic Programming Methods in Asset-Liability Management

Erkki K. Laitinen
Predicted Shareholder Value as a Strategic Control and Monitor System in Small Companies

George Iatridis, Nathan Joseph
An Empirical Investigation of the UK Stock Market Response to the Implementation of SSAP 20 "Foreign Currency Translation"

L.A. Gil-Alana
The Cyclical Structure of the British Stock Market Returns. An Approach Based on Long Memory Cycles

Sukanto Bhattacharya
Neutrosophic Information Fusion Applied to the Options Market

Massimiliano Politano
The Fair Valuation of Defined Contribution Pension Funds in a Stochastic Mortality Environment